University of Cambridge > Talks.cam > MRC Biostatistics Unit Seminars > BSU Seminar: "Semiparametric posterior corrections"

  Browse A-Z

Log in

Googledetails Microsoftdetails

🔐 Log In

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

ℹī¸ Information

BSU Seminar: "Semiparametric posterior corrections"

Download to your calendar using vCal

If you have a question about this talk, please contact Alison Quenault .

This will be a free hybrid seminar. To register to attend virtually, please click here: https://cam-ac-uk.zoom.us/meeting/register/tZIqd-quqjkiHtRsIwSM3Sec0QFfHrtRftXa

Suppose we wish to estimate a finite-dimensional parameter but we don’t want to restrict ourselves to a finite-dimensional model. This is called semiparametric inference. An exciting aspect of this paradigm is that we might be able to leverage state-of-the-art machine learning algorithms to estimate our high-dimensional nuisance parameters and still obtain statistical guarantees (e.g. a 95% confidence interval). To achieve this, however, we will generally need to carefully tailor our inference to the target estimand. This can be problematic for nonparametric Bayesian inference, which focuses on good performance for the whole data-generating distribution, possibly at the expense of low-dimensional parameters of interest. To remedy this, we introduce a simple, computationally efficient procedure that corrects the marginal posterior of our target estimand, yielding a new debiased and calibrated one-step posterior.

This talk is part of the MRC Biostatistics Unit Seminars series.

This talk is included in these lists:

Note that ex-directory lists are not shown.

Other lists

In person in the Max Perutz Lecture Theatre (CB2 0QH) and via Zoom, link: https://mrc-lmb-cam-ac-uk.zoom.us/j/91594582633?pwd=UlBaTk1uTHJ4bW9JbFMwSEZxRE0zdz09 Battcock, Room G05 ji247's list

Other talks

Title TBC Group Presentation 2 Why people with schizophrenia die earlier? Mortality and accelerated ageing Welfare Reform and the Imperative of Cooperation CUSCRS and Renal Medicine Overview of treatment for non-small cell lung cancer
 

Š 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity